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~institution:"Birkbeck College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Adjustment costs"
~subject:"Share price"
~subject:"Volatilität"
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Adjustment costs
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Diebold, Francis X.
5
Abel, Andrew B.
4
Brandt, Michael W.
4
Timmermann, Allan
4
Alizadeh, Sassan
2
Bollerslev, Tim
2
Kadlec, Gregory B.
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2
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1
Anderson, Torben G.
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1
Dacco, Roberto
1
Freris, Andrew F.
1
Henry, S. G. B.
1
Hollifield, Burton
1
Kang, Qiang
1
Karanasos, Menelaos
1
Knight, John L.
1
Kogan, Leonid
1
Labys, Paul
1
Miller, Robert Allen
1
Orszag, Jonathan Michael
1
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1
Psaradakis, Zacharias G.
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1
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1
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Satchell, Stephen
1
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1
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1
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1
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Birkbeck College / Department of Economics
Rodney L. White Center for Financial Research
National Bureau of Economic Research
373
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Ekonomiska forskningsinstitutet <Stockholm>
18
Centre for Analytical Finance <Århus>
9
European University Institute / Department of Economics
9
Internationaler Währungsfonds / Research Department
7
Centre for Economic Policy Research
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Federal Reserve System / Division of Research and Statistics
6
Institute of Finance and Accounting <London>
6
Svenska Handelshögskolan <Helsinki>
6
International Monetary Fund
5
The Wharton Financial Institutions Center
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
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4
Federal Reserve Bank of San Francisco
4
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4
Goethe-Universität Frankfurt am Main
4
Instituto Valenciano de Investigaciones Económicas
4
Universität Mannheim
4
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3
Center for Economic Research <Tilburg>
3
Christian-Albrechts-Universität zu Kiel
3
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3
Danmarks Nationalbank
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Erasmus Research Institute of Management
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3
Johns Hopkins University / Department of Economics
3
Judge Institute of Management Studies
3
Kansantaloustieteen Laitos <Tampere>
3
Massachusetts Institute of Technology / Department of Economics
3
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Working papers / Rodney L. White Center for Financial Research
14
Discussion paper in financial economics : FE
8
Discussion papers in economics
4
Source
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ECONIS (ZBW)
26
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1
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
2
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
3
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
4
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
5
Estimating the gains from trade in limit order markets
Hollifield, Burton
;
Miller, Robert Allen
;
Sandås, Patrik
; …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229578
Saved in:
6
Catching up with the Joneses : heterogeneous preferences and the dynamics of asset prices
Chan, Yeung Lewis
(
contributor
);
Kogan, Leonid
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000392
Saved in:
7
Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?
Abel, Andrew B.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000819
Saved in:
8
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
9
Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?
Abel, Andrew B.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004090
Saved in:
10
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
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